On the Cramer-Rao Inequality
Fabian, Vaclav ; Hannan, James
Ann. Statist., Tome 5 (1977) no. 1, p. 197-205 / Harvested from Project Euclid
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Sufficient conditions for the Cramer-Rao inequality are formulated which do not impose any requirement on the estimator and which are independent of the choice of the densities. A hereditary property is proved for these conditions and the attainability of the lower bound is studied.
Publié le : 1977-01-14
Classification:  Estimation,  Cramer-Rao inequality,  weak derivative,  attainment,  62F10 
@article{1176343754,
     author = {Fabian, Vaclav and Hannan, James},
     title = {On the Cramer-Rao Inequality},
     journal = {Ann. Statist.},
     volume = {5},
     number = {1},
     year = {1977},
     pages = { 197-205},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343754}
}

Fabian, Vaclav; Hannan, James. On the Cramer-Rao Inequality. Ann. Statist., Tome 5 (1977) no. 1, pp.  197-205. http://gdmltest.u-ga.fr/item/1176343754/